Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 0.236604 0.255189 0.275173 0.298371 0.324697 0.353815 0.388691
2026-01-18 0.215931 0.240723 0.268806 0.303324 0.345111 0.394735 0.459178
2026-01-25 0.194294 0.221491 0.253417 0.294286 0.346164 0.411220 0.501383
2026-02-01 0.176967 0.205160 0.239166 0.284097 0.343348 0.421077 0.535016
2026-02-08 0.165722 0.194990 0.231156 0.280337 0.347524 0.439549 0.582147
2026-02-15 0.160830 0.192141 0.231816 0.287435 0.366390 0.479863 0.667399
2026-02-22 0.153421 0.185409 0.226726 0.286029 0.372808 0.502505 0.728849
2026-03-01 0.146407 0.178669 0.221025 0.283076 0.376340 0.520748 0.785917
2026-03-08 0.139242 0.171271 0.213883 0.277367 0.374946 0.530659 0.829656
2026-03-15 0.133251 0.165111 0.208027 0.272991 0.375011 0.542677 0.879418
2026-03-22 0.130634 0.163380 0.208193 0.277434 0.389267 0.580438 0.988970
2026-03-29 0.129712 0.163898 0.211513 0.286798 0.412369 0.637209 1.155792
2026-04-05 0.125319 0.159466 0.207604 0.284955 0.416960 0.661436 1.258972
2026-04-12 0.122821 0.157598 0.207340 0.288839 0.431882 0.708277 1.437101
2026-04-19 0.117216 0.151001 0.199657 0.280123 0.423293 0.705799 1.480308
2026-04-26 0.111766 0.144429 0.191726 0.270527 0.412270 0.696757 1.502256
2026-05-03 0.108186 0.140461 0.187579 0.266971 0.412186 0.711434 1.603389
2026-05-10 0.107292 0.140393 0.189385 0.273525 0.431897 0.773718 1.893231
2026-05-17 0.104617 0.137559 0.186735 0.272207 0.436059 0.800566 2.074159
2026-05-24 0.101784 0.134381 0.183396 0.269462 0.437070 0.819929 2.238662
2026-05-31 0.098549 0.130490 0.178767 0.264163 0.432374 0.824163 2.342302
2026-06-07 0.095752 0.127180 0.174944 0.260099 0.429913 0.833930 2.480079
2026-06-14 0.094824 0.126692 0.175637 0.264223 0.445159 0.894146 2.924743